Schrödinger’s Cat: John Ehlers on Market Cycles and Digital Signal Processing
What information is contained in market data? Can you develop an indicator or trading system[...]
Testing Next-Day VIX Direction with Reordered Data
In recent years, the CBOE Volatility Index (VIX) has increased in importance and use as[...]
Short-Term Mean Reversion in the S&P 500: A Historical Study
It is generally believed that markets tend to mean-revert. But this is true for some[...]
Statistical Trading System Design: Testing Predictive Market Events
Here’s how to start with the basics and determine if an identifiable event has a[...]
News Sentiment in Trading: How Market News Analysis Improves Trading Decisions
News data, which has long been the province of institutional traders, is now making its[...]
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MACD Stock Selection Using Trend Range and Crossover Backtests
Trading signals generated by the crossover of Gerald Appel’s moving average convergence/divergence and signal lines[...]
Forex Fundamental Analysis: Interest Rates, Inflation and GDP
Forex traders need to keep an eye on fundamental data such as interest rates, central[...]
Swing Trading Momentum Breakouts Using Candles, Gaps and Volume
Seeing a simple breakout may convince you to place a trade, but how do you[...]
Forex Technical Analysis: Charts, Support, Resistance, and Candlestick Patterns
Much forex trading by speculators is based on technical analysis. In this third part of[...]
Ehlers Universal Oscillator: Spectral Whitening for Market Analysis
White noise, pink noise — does it make a difference? It sure does, and here[...]
Forex Trading Basics: Currency Pairs and Market Structure
Forex, foreign exchange, FX — they all refer to the trading of, or exchange of,[...]
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Diversification vs. Concentration: A Portfolio Risk Study
In this second of a two-part series on managing risk, we look at how to[...]